-15.3%
WDAY vs IJH
+18.2%
-33.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.1% | -5.5% | -5.4% |
| 7D | -4.4% | +0.1% | -4.5% | -4.4% |
| 30D | +14.7% | -1.5% | +16.2% | +14.8% |
| 3M | +32.4% | +0.8% | +31.6% | +32.5% |
| 6M | +36.9% | +7.6% | +29.3% | +35.4% |
| YTD | -8.8% | +15.5% | -24.3% | -14.6% |
| 1Y | -15.3% | +16.9% | -32.2% | -22.4% |
| All | -15.3% | +18.2% | -33.5% | -22.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded IJH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling